MTH 9845

Market and Credit Risk Management

CUNY Bernard M Baruch College · UGRD · Fall 2026

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This course covers qualitative and quantitative aspects of the financial risk associated to managing financial portfolios and to credit default. Topics include: market risk, Var and stress testing, model risk, spot and forward risk, credit default risk and credit derivatives.

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Class #cuny_bernard_m_baruch-MTH9845Fall 2026UGRD3 credits
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